That's a very good question. And the truth is, you're right, you have to crouch cancel first before initiating the sidestep. However, even if you do a one frame crouch cancel directly into a sidewalk (if it is even possible) you can never sidestep from crouch into the foreground like you can the background for that very reason. It is just part of the way the system is for Tekken unfortunately.
This is actually a very important note for certain match ups. If you force the opponent into crouch with a frame advantage (or they use a move to do this to themselves), you eliminate one direction that they can sidestep in. Certain characters can take better advantage of this than others. Unfortunately, I can't think of an example off the top of my head. I think Lei has one when he's on the 1P side though?
I'm doing alright learning the game. Felt pretty good with Zafina and wanted to start to learn a second. Was always a fan of playing as Julia so I went with Jaycee, overall I'm doing alright though I do have one issue. For whatever reason, I have a hell of a team doing her d,df 1~3 but only within juggles. Have a feeling I'll just need to practice more. I can do that whenever I want easily, but within a juggle? Hell no.
It's been a fun learning experience thus far. Just have to shake some of my VF habits when I play this heh.
After having finally given VF a chance with VF5FS, I can honestly say that coming from that game to this one is very rough. A lot of stuff in VF's mechanics sorta make more sense to me. For example, the way move exchanges that connect on the same frame work in VF do not apply in Tekken. In VF, the higher damage move wins. In Tekken, you just exchange hits, but no counter hit properties are applied. This can cause some unique situations depending on the hit animation of the moves though. Perfect example is the Jin standing 4 exchange giving him a free d3+4 like I mentioned earlier.
Another big difference is Tekken's lack of elbow class moves. In VF, the holy trinity is pretty much jab, elbow, and throw. Jab on block sets up CH elbow. CH elbow sets up unduckable throw attempt that can only be beaten by abare. Tekken lacking this universal "elbow" mechanic makes the flow of offense work VERY different from VF. The closest thing you have is a d/f1 poke that less than half the cast have. Not only that, but they tend to have different properties depending on the character. Currently, Lee has the best variation of this poke. Unfortunately, I'm not familiar enough with Julia and Zafina to know what their go to mid pokes are. My guess for Julia though is elbow?
Lastly, the throw breaking. There is no abare through throws in Tekken outside of high crushes. Add the fact that most good players break a large portion of throws and you have a very sketchy throw system. A few characters break the throw breaking rules though. Like King, A. King, Roger Jr. and Alex with Giant Swing, but outside of that, the most consistent way to use throws, is to attempt to grab people out of moves. This is why you can use 1+2 break throws as keep out. Most people close the distance with moves that don't involve pressing both jabs, so if you grab them out of a move where they pressed one or the other, the game forces them to commit to that break input and will not allow them to press the proper input afterwards.
Hope this info helps you out. Feel free to ask more questions if you have any.